We want to find the convex combination S of iid Bernoulli random variables that maximizes P(S ≥ t) for a given threshold t. Endre Csóka conjectured that such an S is an average if t ≥ p, where p is the success probability of the Bernoulli random variables. We prove this conjecture for a range of p and t
Bibliographical noteGreen Open Access added to TU Delft Institutional Repository ‘You share, we take care!’ – Taverne project https://www.openaccess.nl/en/you-share-we-take-care Otherwise as indicated in the copyright section: the publisher is the copyright holder of this work and the author uses the Dutch legislation to make this work public.
- bold play
- intersecting family
- small deviations
- stochastic inequality